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  • In addition, you can check qr(c)$rank Commented Jun 19, 2018 at 12:57
  • Thanks for the explanation. For another matrix that I am working with det() gives 8.313969e-95, but it is still invertible with solve(). Commented Jun 19, 2018 at 13:20
  • @Mataunited17 Sounds like that's related to floating point arithmetic/precision; a determinant of 8.313969e-95 is zero (within machine precision), and therefore the inverse does not exist. Whatever matrix is returned by solve is probably not numerically stable. Perhaps edit your post to include this example; might be instructive for future readers. Commented Jun 19, 2018 at 13:29
  • I don't understand why financial time (returns) series have determinants of zero. Would that make sense? Commented Jun 19, 2018 at 19:11
  • I would assume that a covariance-matrix of financial time series is positive definite, which would assume non-zero determinant. Commented Jun 19, 2018 at 19:54